PCA Index Dashboard Examples#
This script was last run at 2024-04-03 23:41:17.041245+00:00 (UTC)
In US/Central Time, this is 2024-04-03 18:41:17.041245-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.896010 | -0.472501 | 0.087296 | -0.011003 | 0.544454 | 0.254029 |
| 1997-01-03 | -0.884298 | -0.472501 | -0.154554 | 0.004486 | 0.744099 | 0.204841 |
| 1997-01-06 | -0.880395 | -0.472501 | -0.063108 | -0.018747 | 0.776987 | 0.268823 |
| 1997-01-07 | -0.880395 | -0.451695 | -0.128083 | -0.049724 | 0.836633 | 0.382508 |
| 1997-01-08 | -0.892106 | -0.451695 | -0.020995 | -0.088446 | 0.784651 | 0.495800 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-29 | -0.872587 | -1.471204 | -0.890935 | 1.793437 | 0.763775 | 0.268431 |
| 2024-03-31 | -0.860876 | -1.471204 | -0.890935 | 1.793437 | 0.742216 | 0.268431 |
| 2024-04-01 | -0.872587 | -1.471204 | -0.813928 | 1.793437 | 0.762487 | 0.717822 |
| 2024-04-02 | -0.829645 | -1.419188 | -0.698417 | 1.615316 | 0.707670 | 0.818187 |
| 2024-04-03 | -0.829645 | -1.398381 | -0.698417 | 1.615316 | 0.665922 | 0.818187 |
7202 rows × 6 columns
pc1
DATE
1997-01-02 -0.574723
1997-01-03 -0.680729
1997-01-06 -0.663667
1997-01-07 -0.699978
1997-01-08 -0.669679
...
2024-03-29 -1.591599
2024-03-31 -1.582844
2024-04-01 -1.636482
2024-04-02 -1.535563
2024-04-03 -1.520938
Name: PC1, Length: 7202, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()